Applied Mathematics: Optimization

subcategories

e-books in Applied Mathematics: Optimization category

Convex Optimization: Algorithms and Complexity by Sebastien Bubeck - arXiv.org , 2015This text presents the main complexity theorems in convex optimization and their algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural and stochastic optimization.(906 views)Data Assimilation: A Mathematical Introduction by K.J.H. Law, A.M. Stuart, K.C. Zygalakis - arXiv.org , 2015This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation. Authors develop a framework in which a Bayesian formulation of the problem provides the bedrock for the derivation and analysis of algorithms.(1114 views)An Introduction to Nonlinear Optimization Theory by Marius Durea, Radu Strugariu - De Gruyter Open , 2014Starting with the case of differentiable data and the classical results on constrained optimization problems, continuing with the topic of nonsmooth objects involved in optimization, the book concentrates on both theoretical and practical aspects.(2078 views)Universal Optimization and Its Application by Alexander Bolonkin - viXra.org , 2017This book describes new method of optimization (''Method of Deformation of Functional'') that has the advantages at greater generality and flexibility as well as the ability to solve complex problems which other methods cannot solve.(1077 views)

Optimization Algorithms: Methods and Applications by Ozgur Baskan (ed.) - InTech , 2016This book covers state-of-the-art optimization methods and their applications in wide range especially for researchers and practitioners who wish to improve their knowledge in this field. It covers applications in engineering and various other areas.(2594 views)Decision Making and Productivity Measurement by Dariush Khezrimotlagh - arXiv , 2016I wrote this book as a self-teaching tool to assist every teacher, student, mathematician or non-mathematician, and to support their understanding of the elementary concepts on assessing the performance of a set of homogenous firms ...(2262 views)A Practical Guide to Robust Optimization by Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog - arXiv , 2015The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.(3059 views)Optimization Models For Decision Making by Katta G. Murty - Springer , 2010This is a Junior level book on some versatile optimization models for decision making in common use. The aim of this book is to develop skills in mathematical modeling, and in algorithms and computational methods to solve and analyze these models.(4913 views)Linear Programming by Jim Burke - University of Washington , 2012These are notes for an introductory course in linear programming. The four basic components of the course are modeling, solution methodology, duality theory, and sensitivity analysis. We focus on the simplex algorithm due to George Dantzig.(2922 views)Discrete Optimization by Guido Schaefer - Utrecht University , 2012From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.(3918 views)Robust Optimization by A. Ben-Tal, L. El Ghaoui, A. Nemirovski - Princeton University Press , 2009Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of this relatively new approach to optimization.(5126 views)Lectures on Optimization: Theory and Algorithms by John Cea - Tata Institute of Fundamental Research , 1978Contents: Differential Calculus in Normed Linear Spaces; Minimization of Functionals; Minimization Without Constraints; Minimization with Constraints; Duality and Its Applications; Elements of the Theory of Control and Elements of Optimal Design.(6028 views)Iterative Methods for Optimization by C.T. Kelley - Society for Industrial Mathematics , 1987This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.(6127 views)Applied Mathematical Programming Using Algebraic Systems by Bruce A. McCarl, Thomas H. Spreen - Texas A&M University , 2011This book is intended to both serve as a reference guide and a text for a course on Applied Mathematical Programming. The text concentrates upon conceptual issues, problem formulation, computerized problem solution, and results interpretation.(6413 views)Optimal Stopping and Applications by Thomas S. Ferguson - UCLA , 2008From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.(7086 views)The Design of Approximation Algorithms by D. P. Williamson, D. B. Shmoys - Cambridge University Press , 2010This book shows how to design approximation algorithms: efficient algorithms that find provably near-optimal solutions. It is organized around techniques for designing approximation algorithms, including greedy and local search algorithms.(9659 views)Applied Mathematical Programming by S. Bradley, A. Hax, T. Magnanti - Addison-Wesley , 1977This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.(9448 views)Linear Complementarity, Linear and Nonlinear Programming by Katta G. Murty , 1997This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.(6787 views)Optimization and Dynamical Systems by U. Helmke, J. B. Moore - Springer , 1996Aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control systems, signal processing, and linear algebra. The problems solved are those of linear algebra and linear systems theory.(9082 views)Notes on Optimization by Pravin Varaiya - Van Nostrand , 1972The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.(7524 views)Linear Optimisation and Numerical Analysis by Ian Craw - University of Aberdeen , 2002The book describes the simplex algorithm and shows how it can be used to solve real problems. It shows how previous results in linear algebra give a framework for understanding the simplex algorithm and describes other optimization algorithms.(9977 views)Optimization Algorithms on Matrix Manifolds by P.-A. Absil, R. Mahony, R. Sepulchre - Princeton University Press , 2007Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.(11884 views)Convex Optimization by Stephen Boyd, Lieven Vandenberghe - Cambridge University Press , 2004A comprehensive introduction to the subject for students and practitioners in engineering, computer science, mathematics, statistics, finance, etc. The book shows in detail how optimization problems can be solved numerically with great efficiency.(12673 views)